Both players have contributed to a record-breaking forward partnership alongside Luis Suarez at Barcelona and were named in the final three of the 2015 Ballon d'Or, with Neymar finishing in third behind Messi and Cristiano Ronaldo.
However, given the choice of any player in the world to bring to the Parc des Princes, Lucas opted to pick his compatriot Neymar.
"Hosting Messi at Paris? Yes, why not. Or a [Karim] Benzema or [Robert] Lewandowski. But I prefer Neymar. It would be good for me and for the club, even if he plays in the same position as me," he told Canal+.
PSG have already won the Ligue 1 title this season and are still in with a chance of winning the quadruple.